+438.1%
PTC vs SBAC
+2,207.9%
-1,769.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -0.2% | +1.2% | -1.5% | -0.5% |
| 30D | +0.8% | +11.2% | -10.4% | -1.5% |
| 3M | +32.1% | +4.5% | +27.7% | +30.8% |
| 6M | +42.6% | -12.2% | +54.8% | +45.8% |
| YTD | +12.0% | -0.1% | +12.1% | +10.8% |
| 1Y | +12.2% | -0.3% | +12.4% | +11.0% |
| 3Y | +31.2% | -8.7% | +39.9% | +30.2% |
| 5Y | +54.9% | -40.2% | +95.0% | +66.0% |
| 10Y | +343.1% | +97.3% | +245.8% | +275.1% |
| All | +438.1% | +2,207.9% | -1,769.8% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling